As of: 23-Nov-2018
Interest Rate Oustanding Outstanding
Volume min max mode weighted Original TTM
(mil.Baht) average Maturity (mil.baht)
O/N 47,324 1.40000 1.51000 1.48000 1.47701 47,324 47,324 T/N 0.000 0.000 0.000 0.000 0.000 0.000 0.000 Call 0.000 0.000 0.000 0.000 0.000 1,000 1,000.000 Total 47,324 0.000 0.000 0.000 0.000 48,324 48,324 less than 1 month (not incl. of O/N,T/N,call)1/ 10,450 1.490 1.525 1.510 1.509 43,010 62,400 1 month 2/ 1,700 1.580 1.580 1.580 1.580 6,500 2,935 2 month 3/ 0.000 0.000 0.000 0.000 0.000 9,290 4,400 3 month 4/ 0.000 0.000 0.000 0.000 0.000 11,600 2,100 6 month 5/ 0.000 0.000 0.000 0.000 0.000 1,435 0.000 9 month 6/ 0.000 0.000 0.000 0.000 0.000 0.000 0.0000 12 month 7/ 0.000 0.000 0.000 0.000 0.000 0.000 0.0000 Total Term Transactions 12,150 0.000 0.000 0.000 0.000 71,835 71,835 Grand Total 59,474 1.40000 1.58000 1.48000 1.48560 120,159 120,159 Remark: 1/ Overnight Forward Start transaction data start on August,1 2016 onward Source: Bank of Thailand